usually there are two disc with holes in there. Between these discs there are some small plastic pipes. THis all together is the laminator of the gun, to get a smooth and clean stream.

If ONE is lost and also the plastic tubes are lost, you should better remove the second one as it will only prevent the nozzle from any foreign things(like dirt or something lie that) but reduces the flow and therefore pressure at the nozzle. Important when using nozzles 10 X:: and up^^